Anic Equity¶

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Total return since start: 0.549 %¶

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Equity now: -----------------------------> 47330.7 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45935.72 Kr¶

PnL: ---------------------------------------> -952.85 Kr¶

DD now: ---------------------------------> -2.672 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 10:45:25.559617'

Anic Portfolio¶

Today¶

Return: -0.219 %¶

This Week¶

Return: -1.215 %¶

Total¶

Return: 54.949 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.250000 2782.500000 146.500000 5.560000 2636.000010
HMS Networks 2 16.370000 804.800000 131.800000 19.580000 673.000000
FM Mattsson Mora Group B 50 0.170000 3015.000000 88.000000 3.010000 2927.000000
SAAB B 8 0.800000 3435.200000 58.200000 1.720000 3377.000000
MedCap 2 0.430000 463.000000 42.000000 9.980000 421.000000
Intrum 4 6.980000 567.200000 40.200000 7.630000 527.000000
Samhällsbyggnadsbo. i Norden B 20 0.330000 393.300000 38.300000 10.790000 355.000000
Corem Property Group B 59 -2.200000 603.570000 26.570000 4.600000 576.999999
AcadeMedia 12 -0.410000 583.200000 26.200000 4.700000 557.000004
Resurs Holding 22 -0.800000 597.080000 23.080000 4.020000 573.999998
Boozt 12 -0.070000 1666.800000 12.800000 0.770000 1653.999996
Eastnine 4 0.000000 502.400000 11.400000 2.320000 491.000000
Norva24 Group 16 0.700000 550.080000 7.080000 1.300000 543.000000
OEM International B 7 -0.650000 534.100000 6.100000 1.160000 527.999997
Securitas B 6 -0.620000 575.160000 5.160000 0.910000 570.000000
Swedbank A 3 -1.840000 569.100000 5.100000 0.900000 564.000000
Coor Service Management Hold. 8 0.150000 536.000000 4.000000 0.750000 532.000000
Creaspac SPAC 6 0.520000 580.200000 3.200000 0.550000 577.000002
Karnov Group 9 -0.330000 539.100000 3.100000 0.580000 536.000004
Fastighetsbolag. Emilshus Pref 21 -1.820000 564.900000 2.900000 0.520000 562.000005
Samhällsbyggnadsbo. i Norden D 12 -0.680000 246.000000 0.000000 0.000000 246.000000
CTEK 13 -0.070000 528.710000 -5.290000 -0.990000 533.999999
Midsona B 63 1.800000 571.410000 -11.590000 -1.990000 582.999984
Handelsbanken A 5 -1.530000 531.500000 -14.500000 -2.660000 546.000000
Beijer Electronics Group 26 -5.960000 2953.600000 -17.400000 -0.590000 2971.000006
Nordea Bank Abp 29 -0.990000 3434.760000 -19.240000 -0.560000 3453.999992
Essity B 2 -3.930000 537.200000 -36.800000 -6.410000 574.000000
International Petroleum Corp. 5 0.000000 552.500000 -42.070000 -7.080000 594.565215
Essity A 4 -3.400000 1080.000000 -69.000000 -6.010000 1149.000000
Vivesto 1368 1.490000 541.450000 -71.550000 -11.670000 612.999432
Sampo Oyj SDB 7 -1.380000 3762.500000 -87.500000 -2.270000 3850.000000
Fasadgruppen Group 35 0.960000 3668.000000 -143.000000 -3.750000 3810.999990
OX2 18 0.380000 1408.500000 -255.500000 -15.350000 1663.999992
Axfood 13 -2.690000 3480.100000 -275.900000 -7.350000 3756.000001
Ovzon 52 0.560000 2776.800000 -585.200000 -17.410000 3361.999992
TOTAL 45935.720000 -952.850000 -2.67159% 46888.564618

Updated:¶

'2023-01-26 10:45:38.391859'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶